+407.7%
XME vs KIM
+33.1%
+374.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.2% |
| 7D | -3.0% | -1.5% | -1.6% | -2.4% |
| 30D | -2.6% | -1.7% | -0.9% | -1.9% |
| 3M | +2.2% | -7.1% | +9.3% | +5.0% |
| 6M | +0.7% | +2.9% | -2.2% | -1.1% |
| YTD | +10.9% | +18.8% | -7.9% | +2.1% |
| 1Y | +35.7% | +9.4% | +26.3% | +29.1% |
| 3Y | +127.1% | +44.6% | +82.5% | +89.3% |
| 5Y | +168.5% | +37.9% | +130.5% | +127.8% |
| All | +407.7% | +33.1% | +374.6% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling